1Stiglitz, J.E.Using Tax Policy to Curb Speculative Short-term Trading [J].Joumal of Financial Services Research, 1989,(3).
2Lindgren R.,Westlund A.How did Transaction Costs on the Stockholm Stock Exchange Influence Trade and Price Volatility?[J].Sknadianvis- ka Banken Quarterly Review, 1990,(2).
4Jackson P and O'Donnell A. The effects of stamp duty on equity transactions and prices in the UK Stock Exchange[J]. Bank of England, Discussion Paper, 1985(25).
5Campbell J Y and Froot K A. International experiences with securities transaction ta~xes[J], working paper, National Bureau of Economic Research. 1993, 4587.
6Stiglitz, J.E., Using Tax Policy to Curb Speculative Short - term Trading[J]. Journal of Financial Services Research, 1989(3): 101-115.
7Kupiec, P.H., A Securities Transactions Tax and Capital Market Efficiency[J]. Contemporary Eco- nomics Policy, 1995, 13(1): 101~112.
8Fama, E., Efficient capital markets a review of theory and empirical work[J]. Journal of Finance, 1970. 25(2): 383-417.
9Fama, E., Efficient capital markets II[J]. Journal of Finance, 1991, 46(5): 1575-1617.
10Grossman, S.J. and M.H. Miller, Liquidity and Market Structure[J]. The Journal of finance 1988. 43(3): 617-637.